The invention discloses a wind resistance and heat preservation EPS board outer wall structure which comprises a wall body, a galvanized steel wire netting, a bonding layer, an EPS heat preservation plate layer, a gridding cloth, an elastic coating and anchor bolts. The wind resistance and heat preservation EPS board outer wall structure is characterized in that composite mortar is laid on the inner side of a wall body, a plastering layer is arranged on the outer side of the wall body, the galvanized steel wire netting is laid inside the plastering layer, the EPS heat preservation plate layer is stuck to the outer side of the plastering layer, the thickness of an adhesive layer stuck to the surface of the heat preservation plate is controlled to be 4-5 mm, the anchor bolts penetrate through EPS heat preservation plates, the galvanized steel wire netting is fixed to the outer side of the wall body, each EPS heat preservation plate is provided with two anchor bolts and installed on a middle line, the anchor bolts press the bottom layer gridding cloth to form a fire barrier, and the gridding cloth and elastic coating are stuck to the outer sides of the EPS heat preservation plates. The construction method comprises the steps of base layer wall treatment, sticking of the heat preservation plates and the base layer, fixing of the fire barrier, auxiliary fixing of the heat preservation plates, sticking of the gridding cloth and a facing layer, and field testing and inspection.